Robustness in nonsmooth nonlinear multi-objective programming
From MaRDI portal
Publication:319993
DOI10.1016/j.ejor.2015.06.031zbMath1346.90759OpenAlexW650424426MaRDI QIDQ319993
Moslem Zamani, Majid Soleimani-damaneh, Alireza Kabgani
Publication date: 6 October 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2015.06.031
nonsmooth optimizationClarke generalized gradientmultiple objective programmingproper efficiencyrobust solution
Multi-objective and goal programming (90C29) Sensitivity, stability, parametric optimization (90C31) Nonsmooth analysis (49J52)
Related Items (22)
Proper minimal points of nonconvex sets in Banach spaces in terms of the limiting normal cone ⋮ Second-order cone programming relaxations for a class of multiobjective convex polynomial problems ⋮ Stability of local efficiency in multiobjective optimization ⋮ Characterization of norm-based robust solutions in vector optimization ⋮ Characterization of the weakly efficient solutions in nonsmooth quasiconvex multiobjective optimization ⋮ Aubin property for solution set in multi-objective programming ⋮ On robust Karush-Kuhn-Tucker multipliers rules for semi-infinite multiobjective optimization with data uncertainty ⋮ Robust optimality conditions for multiobjective programming problems under data uncertainty and its applications ⋮ Robust Optimality and Duality in Multiobjective Optimization Problems under Data Uncertainty ⋮ Robust second order cone conditions and duality for multiobjective problems under uncertainty data ⋮ Linear Matrix Inequality Conditions and Duality for a Class of Robust Multiobjective Convex Polynomial Programs ⋮ Robustness in deterministic vector optimization ⋮ Characterization of substantially and quasi-substantially efficient solutions in multiobjective optimization problems ⋮ ϵ-Efficient solutions in semi-infinite multiobjective optimization ⋮ Characterization of (weakly/properly/robust) efficient solutions in nonsmooth semi-infinite multiobjective optimization using convexificators ⋮ Isolated efficiency in nonsmooth semi-infinite multi-objective programming ⋮ Guaranteeing highly robust weakly efficient solutions for uncertain multi-objective convex programs ⋮ Hartley properly and super nondominated solutions in vector optimization with a variable ordering structure ⋮ A standard branch-and-bound approach for nonlinear semi-infinite problems ⋮ Robustness in deterministic multi-objective linear programming with respect to the relative interior and angle deviation ⋮ Semi-quasidifferentiability in nonsmooth nonconvex multiobjective optimization ⋮ Robust Pareto solutions for convex quadratic multiobjective optimization problems under data uncertainty
Cites Work
- Minmax robustness for multi-objective optimization problems
- An improved definition of proper efficiency for vector maximization with respect to cones
- Proper efficiency with respect to cones
- Steepest descent methods for multicriteria optimization.
- Necessary and sufficient conditions for Pareto efficiency in robust multiobjective optimization
- A projected gradient method for vector optimization problems
- Robust aspects of solutions in deterministic multiple objective linear programming
- On robust multiobjective optimization
- Robust multiobjective optimization \& applications in portfolio optimization
- Proper efficiency and the theory of vector maximization
- Robust solutions to multi-objective linear programs with uncertain data
- Theory and Applications of Robust Optimization
- Functional Analysis, Calculus of Variations and Optimal Control
- Proper Efficient Points for Maximizations with Respect to Cones
- Multicriteria Optimization
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Robustness in nonsmooth nonlinear multi-objective programming